+313.8%
ELF vs CNI
+127.3%
+186.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +5.4% | -2.1% | +7.4% | +6.6% |
| 30D | +27.0% | -3.3% | +30.2% | +29.3% |
| 3M | +113.2% | +3.8% | +109.4% | +107.6% |
| 6M | +36.6% | +12.7% | +23.9% | +26.3% |
| YTD | +44.2% | +26.3% | +18.0% | +24.0% |
| 1Y | -18.0% | +29.9% | -47.9% | -30.4% |
| 3Y | -19.9% | +15.9% | -35.9% | -28.2% |
| 5Y | +257.7% | +6.9% | +250.8% | +230.8% |
| All | +313.8% | +127.3% | +186.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling